Healthcare workers have been one of the groups most severely affected by the COVID-19 pandemic, leaving them with serious psychological effects. Some of these effects have not been treated promptly, leading to further psychological symptoms. The objective of this study was to evaluate suicide risk in healthcare workers seeking psychological help during the COVID-19 pandemic, and factors associated with this risk on participants that were searching for treatment during the COVID-19 pandemic. This is a cross-sectional study analyzing data from 626 Mexican healthcare workers seeking psychological help due to the COVID-19 pandemic through the www.personalcovid.com platform. Before they entered treatment, the Plutchik Suicide Risk Scale, the Depression Scale of the Center for Epidemiologic Studies, the Pittsburgh Sleep Quality Index, and the Professional Quality of Life Measure, were administered. Results: 49.4% (n = 308) presented suicide risk. The most severely affected groups were nurses (62%, n = 98) and physicians (52.7%, n = 96). Predictors of suicide risk in healthcare workers were secondary traumatic stress, high depressive affect, low positive affect, emotional insecurity and interpersonal problems, and medication use. Conclusions: The suicidal risk detected was high, found mostly in nurses and doctors. This study suggests the presence of psychological effects on healthcare workers, despite the time that has elapsed since the onset of the pandemic.